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Stochastic stagewise Stackleberg strategies for linear quadratic systems

  • Tamer Basar
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Abstract

This paper obtains a set of stagewise Stackelberg strategies for discrete-time linear stochastic systems that involve two controllers, two quadratic objective functionals and the one-step-delay information sharing pattern. The optimal strategies are linear and they can be implemented recursively, with the off-line computations requiring the solution of a Liapunov-type equation, at each stage, and appropriate updating.

Keywords

Stackelberg Equilibrium Admissible Strategy Stackelberg Solution Gaussian White Noise Process Stackelberg Strategy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    BASAR, T., "Two-Criteria LQG Decision Problems with One-Step Delay Observation Sharing Pattern", Information and Control, Vol.38. No. 1, 21–50, 1978.Google Scholar
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    BASAR, T., "Hierarchical Decision Making Under Uncertainty", Proceedings of the 1978 Kingston Conferende on Differential Games and Control Theory, edt. P.T. Liu, Plenum Press, 1979.Google Scholar
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    BASAR, T., "Noncooperative Equilibrium Solutions in 2-Person Hierarchical Decision Problems", submitted for publication, 1978.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Tamer Basar
    • 1
  1. 1.Departement of Applied MathematicsTwente University of TechnologyEnschedeThe Netherlands

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